Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213469.6108 | 108269.5969 | 105200.014 | 55858.7447 | 200585.8462 | -144727.1015 |
Total P&L (%) | 213.4696 | 108.2696 | 105.2 | 55.8587 | 200.5858 | -144.7271 |
Avg Daily Profit (%) | 0.1918 | 0.0973 | 0.0945 | 0.0399 | 0.0989 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123541 | -46635 | -98661 | -443599 | -42699 | -419653 |
Profit Factor | 1.5728 | 1.7329 | 1.4676 | 1.0721 | 2.0827 | 0.7545 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 60.7143 | 54.7619 | 66.6667 | 60.7143 | 54.7619 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0177 | 1.4315 | 0.7338 | 0.6937 | 1.7205 | 0.3772 |
Largest Winning Trade | 51484 | 51484 | 26021 | 109897 | 109897 | 46358 |
Largest Losing Trade | -81962 | -31064 | -81962 | -400512 | -27380 | -400512 |
Avg Bars in Trades | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Winners | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Losers | 44 | 33 | 59 | 44 | 33 | 59 |
Bars Traded | 3116 | 1218 | 1899 | 3116 | 1218 | 1899 |
Profit Streak | 0 | 49.1353 | 0 | 0 | 49.1353 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402942 | -59001 | -65135 | -281562 | -55010 | -578574 |
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{ "first_band": { "type": "wma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 83, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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